I had an ekg and pulmonary test done which came back fine. i was a little winded during pulmonary test. doctor on here thinks it's allergic asthma. can i have that without it showing up on my test?

Abnormal pulmonary: When you have a problem it is going to show up on the test. There is a possibility any mild problem may not show up on the test

Possibly: It would be a good thing if what you experience as a little winded is not severe enough to be a finding. That means even your 'bad' is not very bad. Do take it seriously to avoid allergen (if possible) and use Tx as directed or do alternative breath work, etc. Good news possibly!

Yes you can: Didn't mention what kind of pulmonary test you had, possibly spirometry. Being little winded during the test is common, but a single measurement just an indication for possible further testing, like giving a bronchodilator and comparing the results before and after. Another could be a challenge test or exercise testing. Keep the follow up with your doctor/asthma specialist to rule it in or out